+225.7%
VIK vs LUMN
+514.2%
-288.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | -18.4% | +10.3% | -28.7% | -19.4% |
| 3M | -8.8% | -18.3% | +9.5% | -7.2% |
| 6M | +17.1% | +4.4% | +12.8% | +16.1% |
| YTD | +19.0% | -10.7% | +29.7% | +18.7% |
| 1Y | +30.1% | +14.0% | +16.2% | +25.7% |
| All | +225.7% | +514.2% | -288.5% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling